BNP Paribas Put 400 VACN 20.06.2025
/ DE000PC1MC75
BNP Paribas Put 400 VACN 20.06.20.../ DE000PC1MC75 /
| 2024-07-30 9:17:41 AM |
Chg.0.000 |
Bid9:34:34 AM |
Ask9:34:34 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.440EUR |
0.00% |
0.440
Bid Size: 31,977 |
0.450
Ask Size: 31,977 |
VAT GROUP N |
400.00 CHF |
2025-06-20 |
Put |
Master data
| WKN: |
PC1MC7 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
VAT GROUP N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
400.00 CHF |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2025-06-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-9.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.36 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.34 |
| Parity: |
-0.26 |
| Time value: |
0.46 |
| Break-even: |
371.14 |
| Moneyness: |
0.94 |
| Premium: |
0.16 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.01 |
| Spread %: |
2.22% |
| Delta: |
-0.33 |
| Theta: |
-0.07 |
| Omega: |
-3.21 |
| Rho: |
-1.72 |
Quote data
| Open: |
0.440 |
| High: |
0.440 |
| Low: |
0.440 |
| Previous Close: |
0.440 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.79% |
| 1 Month |
|
|
+57.14% |
| 3 Months |
|
|
-2.22% |
| YTD |
|
|
-37.14% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.470 |
0.380 |
| 1M High / 1M Low: |
0.470 |
0.260 |
| 6M High / 6M Low: |
0.720 |
0.260 |
| High (YTD): |
2024-01-05 |
0.860 |
| Low (YTD): |
2024-07-17 |
0.260 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.430 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.326 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.444 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
157.20% |
| Volatility 6M: |
|
100.01% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
